Problems in Portfolio Theory and the Fundamentals of Financial Decision Making

Business & Finance, Economics, International, Finance & Investing, Finance
Cover of the book Problems in Portfolio Theory and the Fundamentals of Financial Decision Making by Leonard C MacLean, William T Ziemba, World Scientific Publishing Company
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Author: Leonard C MacLean, William T Ziemba ISBN: 9789814759366
Publisher: World Scientific Publishing Company Publication: September 29, 2016
Imprint: WSPC Language: English
Author: Leonard C MacLean, William T Ziemba
ISBN: 9789814759366
Publisher: World Scientific Publishing Company
Publication: September 29, 2016
Imprint: WSPC
Language: English

This book consists of invaluable introductions, tutorials and problems which are helpful for teaching purposes and have a very broad appeal and usage. The problems cover many aspects of static and dynamic portfolio theory as well as other important subjects such as arbitrage and asset pricing, utility theory, stochastic dominance, risk aversion and static portfolio theory, risk measures, dynamic portfolio theory and asset allocation. This material could be used with important books that cover these topics including MacLean-Ziemba's The Handbook of the Fundamentals of Financial Decision Making, and Ziemba-Vickson's Stochastic Optimization Models in Finance.

Contents:

  • Arbitrage and Asset Pricing
  • Utility Theory
  • Stochastic Dominance
  • Risk Aversion and Static Portfolio Theory
  • Risk Measures
  • Dynamic Portfolio Theory and Asset Allocation

Readership: Students, Graduate Students and Researchers who would like to have a deeper understanding of portfolio theory.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book consists of invaluable introductions, tutorials and problems which are helpful for teaching purposes and have a very broad appeal and usage. The problems cover many aspects of static and dynamic portfolio theory as well as other important subjects such as arbitrage and asset pricing, utility theory, stochastic dominance, risk aversion and static portfolio theory, risk measures, dynamic portfolio theory and asset allocation. This material could be used with important books that cover these topics including MacLean-Ziemba's The Handbook of the Fundamentals of Financial Decision Making, and Ziemba-Vickson's Stochastic Optimization Models in Finance.

Contents:

Readership: Students, Graduate Students and Researchers who would like to have a deeper understanding of portfolio theory.

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